+27.7%
AVAV vs EQH
+82.2%
-54.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | +4.2% | +6.5% | -2.3% | +1.7% |
| 30D | -2.6% | +6.1% | -8.6% | -4.7% |
| 3M | -38.0% | +6.2% | -44.2% | -39.4% |
| 6M | -27.0% | +38.1% | -65.1% | -36.2% |
| YTD | -51.4% | +20.2% | -71.6% | -55.3% |
| 1Y | -60.2% | +27.6% | -87.8% | -64.3% |
| 3Y | -6.7% | +128.8% | -135.5% | -34.5% |
| All | +27.7% | +82.2% | -54.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling